Les propriétés suivantes sont vraies pour toutes fonctions (f, g) intégrables sur [0; T ]. Dans le cas de la propriété Eq.(D.2), la fonction f doit être en plus dérivable sur cet intervalle. Enfin, dans le cas de la propriété Eq.(D.4), on travaille sur les
fonctions f (respt. g) définies sur [0; T ] comme la somme d’une fonction continue fc
(respt. gc
) et d’une fonction constante par morceaux fh
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Z T 0 dt Z t 0 dτ T {f (τ ). ˙g(τ )} = Z T 0 dt Z t 0 dτ T {f (τ ) ˙g c (τ )} (D.3) + X 0<ti<T T − ti T f (t+i ) + f (t−i ) 2 Jg h Kti
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